+239.3%
EQIX vs VSH
+179.3%
+60.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -1.6% | +3.1% | -4.7% | -2.2% |
| 30D | -0.4% | -5.7% | +5.4% | +0.6% |
| 3M | -0.9% | -42.5% | +41.5% | +7.9% |
| 6M | +8.1% | +82.7% | -74.6% | -8.3% |
| YTD | +35.7% | +118.2% | -82.6% | +10.0% |
| 1Y | +34.0% | +109.7% | -75.7% | +8.9% |
| 3Y | +41.4% | +35.3% | +6.1% | +22.1% |
| 5Y | +34.0% | +65.6% | -31.6% | +9.0% |
| All | +239.3% | +179.3% | +60.1% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling